Albion No2 plc - Investor Report

Albion No2 plc - Investor Report Investors (or other appropriate third parties) can register at www.bankofengland.co.uk/markets to download further disclosures in accordance with the Bank of England Market Notice Detailed eligibility requirements for residential mortgage backed securities and covered bonds backed by residential mortgages dated 30th November 2010. The timing of publication of further disclosures will be as referenced in the Market Notice Report Date Reporting Period Payment Date Next Interest Date Accrual End Date: Notes Accrual Start Date: Notes Accrual Days: Notes Calculation Date Reporting Information 14-Apr-16 01-Mar-16-31-Mar-16 17-Jun-16 17-Jun-16 30-May-16 01-Mar-16 91 days 10-Jun-16 Contact Details Contact Name Telephone Number E-mail Mailing Address Back-up Service Facilitator, Corporate Services Provider 0207 3986327 Dagmar.Moravkova@sfmeurope.com SFM Ltd 35 Great Helens, London, EC3A 6AP Account Bank, Interest Rate Swap Provider 0207 9913755 james.hayden.smith@hsbc.com HSBC 8 Canada Square London E14 5HQ Seller, Cash Manager, Servicer, Class Z VFN Holder 0113 2257789 structuredfunding@leedsbuildingsociety.co.uk Leeds Building Society 105 Albion Street Leeds LS1 5AS Security Trustee, Note Trustee 0207 5476411 raman.subberwal@db.com Deutsche Bank AG, Filiale London Global Transaction Banking 10 Bishops Square, E1 6EG London, http://www.leedsbuildingsociety.co.uk/treasury/wholesale/securitisation-terms/ Assets Previous Number of mortgage accounts in Pool 1,973 1,973 True Balance of mortgage accounts in Pool 121,359,107 123,869,053 Cash and Other Substitution Assets 0 0 Borrower deposits as a % of true balance of mortgage accounts in the pool 1.38 1.32 Pool Changes Reason Number Value( ) Further Advances 0 0 Unscheduled Principal Payments 30 2,344,865 Repurchases 0 0 - Breaches to Warran es 0 0 - Product Switches 0 0 - Further Advances 0 0 - Term Extensions 0 0 Sum of unscheduled Principal received during period 2,344,865 Properties in Possession Number Balance ( ) Arrears Balance ( ) Properties in Possession (current) 0 0 0 Repossessed (current period) 0 0 0 Properties returned to borrower (current period) 0 0 0 Sold (current period) 0 0 0 Repossessed (programme to date) 0 0 0 Properties returned to borrower (programme to date) 0 0 0 Sold (programme to date) 0 0 0

Net Losses Number Value of Losses Percentage of original pool balance Losses - current month 0 0 0 Losses - to date 0 0 0 Arrears Capitalisation Arrears Number Percentage of original pool balance Arrears capitalisation - current month 0 0 0 Arrears capitalisation - to date 2,247 1 0 Collections Previous Unscheduled Principal Payments 2,344,865 2,481,007 Scheduled Principal Payments 174,363 630,361 Interest 408,071 396,401 Summary Statistics Seasoning Remaining Loan Size Indexed Original Arrears (months) Term Whole Interest Repayment Part & LTV (%) LTV (%) LTV(%) Balance (years) Pool Only Part Weighted Average 46.75 20.02 160,643 163,173 159,183 180,685 63.63 52.89 71.41 13 Minimum 36.52 0.17 0 6 0 27,334 0.03 0.02 5.42 0 Maximum 136.39 36.92 571,924 451,958 571,924 338,510 84.01 84.01 90 3,685 Performance Ratios Monthly 3 Month Average Monthly Figure Annualised Constant Prepayment Rate (CPR) 1.93% 2.04% 20.85% Principal Payment Rate (PPR) 2.08% 2.32% 22.29% Constant Default Rate (CDR) 0.00% 0.00% 0.00% Previous Constant Prepayment Rate (CPR) 2.00% 2.21% 21.53% Previous Principal Payment Rate (PPR) 2.51% 2.53% 26.29% Previous Constant Default Rate (CDR) 0.00% 0.00% 0.00% Mortgage Interest Rate LBS Existing Borrower With Effect From Standard Variable Rate - 5.69% 01-Jun-10 Standard Variable Rate - Previous 5.49% 12-Jan-09 Base Mortgage Rate - 0.50% 06-Mar-09 Base Mortgage Rate - Previous 1.00% 06-Feb-09

Asset Conditions Key Events & Rating Agency Triggers Event Summary Reference Breached Accs in Arrears > 3% of pool, WA OLTV > 75%, accs with OLTV>85% > 4%, accs with IO part > 35%, OLTV of any loan > 90% Prospectus p108 N Consequence if Trigger Breached Repurchase any loans subject to further advances or product switches Seller Insolvency Event Seller enters into insolvency Prospectus p60 N Perfection of title on the loans Cash Manager Trigger Seller Trigger (a) and (b) Cash Manager's long term ratings fall below Baa3 (Moody's) Prospectus p85 N Seller's ST Rating falls below P-2 (Moody's) or F-2 (Fitch) Prospectus p85 N Issuer shall require the Cash Manager to appoint a back up Cash Manager within 60 days Seller to provide a Solvency Certificate to Issuer and Security Trustee in accordance with terms of the MSA, and continue to provide one every 3 months Seller Trigger (c) and (d) Seller's LT rating falls below Baa3 (Moody's) or BBB- (Fitch) Prospectus p86 N Seller to deliver names and addresses of borrowers to the Issuer and Security Trustee along with a draft Notice of Assignment within 20 business days and an update monthly thereafter Seller Trigger (d), (e) and (f) Seller's LT rating falls below Baa2 (Moody's), BBB+ (Fitch) or ST rating falls below F2 (Fitch) Prospectus p86 N The Issuer will establish the Liquidity Reserve Fund Interest Rate Swap Provider Trigger Provider's ratings fall below P-1, A2 (or A1 if LT only) (Moody's), or below F1, A (Fitch) Prospectus p87 N Conduct action deemed necessary by the rating agencies to maintain current note rating, could include posting collateral, replacing the interest rate swap provider or procuring a gaurantee from the provider Servicer Trigger (a) and (b) Account Bank Trigger (a) and (b) Servicer's LT rating falls below Baa3 (Moody's) or BBB- (Fitch) Prospectus p87 N Account Bank's ratings fall below P-1 (Moody's) or F1 and A (Fitch) Prospectus p88 N Back-up servicer facilitator along with Servicer to appoint a back-up servicer within 60 days Account Bank's appointment may be terminated and the accounts closed within 30 days by the Issuer, with the termination being effective on appointment of replacement Account Bank with written consent of Security Trustee Servicer Termination Event (a) and (b) Servicer Termination Event (c) Servicer defaults in the payment on the due date, or defaults in the performance or observance of any of its other covenants and obligations under the Servicing Agreement and it remains unremedied for 30 business days Prospectus p89 N An insolvency event occurs in relation to the Servicer Prospectus p89 N Issuer may terminate the appointment of the Servicer Issuer may terminate the appointment of the Servicer

Key Party Ratings Party Long Term Rating Short Term Rating Role (S & P / Moodys / Fitch) (S & P / Moodys / Fitch) Deutsche Trustee Company Limited n/a/n/a/n/a n/a/n/a/n/a Security Trustee, Note Trustee HSBC Bank plc AA-/Aa2/AA- A-1+/P-1/F1+ Account Bank, Interest Rate Swap Provider Leeds Building Society n/a/a2/a- n/a/p-1/f1 Cash Manager, Service, Seller Structured Finance Management n/a/n/a/n/a n/a/n/a/n/a Back-up Servicer Facilitator Issuer ISIN (International Securities Number) Stock Exchange Listing Original Rating(s) Rating(s) Step-Up Date Legal Final Maturity Date Currency Reference Index Day Count Convention Coupon Reference Rate % Coupon % Margin above Coupon % Previous Factor Factor Issuance Details Class A Notes Class Z Notes Albion No2 PLC Albion No2 PLC XS0942259143 n/a ISE n/a AAA/Aaa n/a/n/a AAA/Aaa n/a/n/a 17-Dec-17 17-Mar-56 17-Mar-56 GBP GBP 3 mnth GPB LIBOR 3 mnth GBP LIBOR Modified Following Modified Following 0.58875 0.58875 1.43875 0.58875 0 0 0.322294 1 0.322294 1 Previous Original Previous Original Principal Amount Outstanding 96,688,172 96,688,172 300,000,000 35,869,700 35,869,700 35,869,700 Subordination % 26,086,878 26,086,878 26,086,878 0 0 0 Reserve Fund % 9,782,822 9,782,822 9,782,822 0 0 0 Total Credit Enhancement % 35,869,700 35,869,700 35,869,700 0 0 0 Latest Distribution 17-Mar-16 Total 17-Mar-16 Total Principal Payment 9,668,576 203,311,828 0 0 Interest Payment 380,592 7,742,511 52,343 541,284 Excess Spread % 2.65 0 Retention Undertaking 5% 5% 5% 5% 5% 5%

Cashflows at last distribution Ledgers Principal Ledger Balance 2,519,228 Revenue Ledger Balance 473,810 General Reserve Required Amount 9,782,700 General Reserve Fund 9,782,700 Class A Principal Deficiency Ledger Balance 0 Class Z Principal Deficiency Ledger Balance 0 Liquidity Reserve Fund Required Amount 0 Liquidity Reserve Fund 0 Issuer Profit Ledger Balance 0 Revenue Receipts Principal Receipts (a) Interest 452,574 (a) Repayments 2,519,228 ERC Payments 19,207 (b) Enforcement Recoveries 0 (b) Enforcement Recoveries 0 (c) Insurance Proceeds 0 (c) Post-enforcement recoveries 0 (d) Repurchases 0 471,781 2,519,228 Available Revenue Receipts Available Principal Receipts (a) Revenue Receipts 471,781 (a) (i) Principal Receipts (excl. repurchases) 2,519,228 (b) GIC income 2,028 Less (c) Swap Receipts (A) Further Advances in period, excl IPD 0 (d) General Reserve Ledger 0 (B) Further Advances to be purchased 0 (e) Other Income 0 Plus (f) (d) from Principal PoP 0 (a) (ii) Repurchases 0 (g) (n) from Revenue PoP 0 (b) Liquidity Reserve Fund 0 (h) Reconciliation Amounts 0 (c) Excess Proceeds 0 Less (d) PDL reduction - A Notes 0 (i)(i) Insurance Premiums 6,207 (e) Z note drawing for Further Advances 0 (i)(ii) Repaid DDs 21,816 (f) Reconciliation Amounts 0 (i)(iii) Fee payments 852 Less ERC payments 19,207 (g) APR to cover Revenue Deficiency 0 (i)(iv) Third party payments 0 2,519,228 Plus (j) APR to cover Revenue Deficiency 0 (k) LRF drawings to cover Revenue Deficiency 0 425,727 Revenue Priority of Payments (Pre-Enforcement) Principal Priority of Payments (Pre-Enforcement) (a) (i) Fees - Note Trustee 0 (a) Credit Liquidity Reserve Fund 0 (a) (ii) Fees - Security Trustee 0 (b) Principal Repayment - A Notes 0 (b) Fees - Agent Bank 0 (c) Principal Repayment - Z Notes 0 (c) (i) Fees - Corporate Service Provider 0 (d) Excess to APR 0 (c) (ii) Fees - VFN Registrar 0 0 (c) (iii) Fees - Account Bank 0 (d) Third Party amounts 0 (e) (i) Fees - Servicer 0 (e) (ii) Fees - Cash Manager 0 (e) (iii) Fees - Back-up Servicer Facilitator 0 (f) Swap payments 0 (g) Interest - A Notes 0 (h) PDL A Notes 0 (i) Credit General Reserve Ledger 0 (j) PDL - Z Notes 0 (k) Interest 0 (l) Issuer Profit Amount 0 (m) Swap Excluded Amounts 0 (n) Excess following Determination Period 0 (o) Z Repayment Amount 0 (p) Deferred Consideration 0 (q) Excess to Issuer 0 0

Swap Details Notional Receive Receive Margin (%) Receive Rate (%) Received Pay Reference Pay Margin (%) Pay Rate (%) Paid Foreign Collateral Reference Rate Rate Exchange Posting Rate Interest Rate (Fixed) Swap 84,249,696 3M Libor 0.5 1.08875 GBP Fixed 0 1.31 GBP n/a n/a Glossary of Terms Arrears General Reserve Required Amount Geographical Distribution Indexed Interest Payments Mortgage Account True Balance Leeds BS identifies a loan as being in arrears where an amount equal to or greater than a full month's contractual payment is past its due date. Arrears include fees and insurance premiums that are included in the arrears balance on which interest is charged. Months in Arrears is a simple multiplier of Arrears balance/normal instalment. If the Months in Arrears is less than one, zero is reported. Leeds BS recognise that arrears are typically caused by temporary changes in consumer circumstances, and therefore offer a range of forbearance and account management options to customers. Options include payment holidays, temporary conversion to interest only, term extension and arrears capitalisation. All account management / forbearance options are low in materiality An amount equal to 9,782,700 (being an amount at least equal to 3% of the true balance of the portfolio as at the closing date) Mapped to Leeds BS internally derived geographic regions which may differ to the Nomenclature of Units for Territorial Statistics (NUTS) regions used in other reporting Indexation is applied quarterly on a regional basis to property valuations each January, April, July, October Refer to payments made during the specified reporting period A mortgage account consists of one or more underlying loans all secured with equal priority by a first charge of the same property and thereby forming a single mortgage account As at the given date, the aggregate of: (a) the original principal amount advanced to the borrower and any further amount advanced, (b) any interest, fees or charges which has been capitalised and (c) any other amount (including accrued interest and arrears of interest) which is due or accrued (whether or not due) and which has not been paid and has not been capitalised

Arrears Details Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio 1,935 98.07% 117,785,319 97.06% 2,434 100.00% 326,086,878 100.00% >0 - <= 1 month arrears 30 1.52% 2,845,333 2.34% 0 0.00% 0 0.00% >1 - <= 2 month arrears 3 0.15% 442,196 0.36% 0 0.00% 0 0.00% >2 - <= 3 month arrears 2 0.10% 185,274 0.15% 0 0.00% 0 0.00% >3 month arrears 3 0.15% 100,986 0.08% 0 0.00% 0 0.00% Arrears Breakdown (By Indexed LTV) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <= 75% 1,932 97.92% 117,259,319 96.62% 1,574 64.67% 197,945,544 60.70% >0 - <= 1 month arrears <= 75% 30 1.52% 2,845,333 2.34% 0 0.00% 0 0.00% >1 - <= 2 month arrears <= 75% 3 0.15% 442,196 0.36% 0 0.00% 0 0.00% >2 - <= 3 month arrears <= 75% 2 0.10% 185,274 0.15% 0 0.00% 0 0.00% >3 month arrears <= 75% 3 0.15% 100,986 0.08% 0 0.00% 0 0.00% > 75% 3 0.15% 526,000 0.43% 860 35.33% 128,141,334 39.30% >0 - <= 1 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >1 - <= 2 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >2 - <= 3 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >3 month arrears > 75% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Total 1,973 100% 121,359,107 100% 2,434 100% 326,086,878 100% LTV (Indexed) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 1,079 54.69% 9,813,674 8.09% 215 8.83% 10,411,175 3.19% >30 - <=35% 45 2.28% 3,554,336 2.93% 64 2.63% 5,731,657 1.76% >35 - <=40% 41 2.08% 4,214,678 3.47% 70 2.88% 7,372,125 2.26% >40 - <=45% 59 2.99% 6,313,667 5.20% 92 3.78% 9,364,454 2.87% >45 - <=50% 95 4.82% 12,298,550 10.13% 72 2.96% 8,027,662 2.46% >50 - <=55% 111 5.63% 16,353,123 13.47% 78 3.20% 10,328,028 3.17% >55 - <=60% 198 10.04% 26,727,081 22.02% 86 3.53% 11,522,574 3.53% >60 - <=65% 251 12.72% 29,928,952 24.66% 143 5.88% 19,853,910 6.09% >65 - <=70% 80 4.05% 9,963,542 8.21% 222 9.12% 34,043,647 10.44% >70 - <=75% 11 0.56% 1,665,505 1.37% 532 21.86% 81,290,311 24.93% >75 - <=80% 1 0.05% 161,878 0.13% 788 32.37% 118,769,609 36.42% >80 - <=85% 2 0.10% 364,122 0.30% 72 2.96% 9,371,724 2.87% >85 - <=90% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 0.02 3.7 Maximum 84.01 83.51 Weighted Average 52.89 67.72 LTV Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 1,032 52.31% 6,011,952 4.95% 214 8.79% 10,183,795 3.12% >30 - <=35% 45 2.28% 3,137,819 2.59% 62 2.55% 5,405,490 1.66% >35 - <=40% 33 1.67% 2,707,822 2.23% 66 2.71% 6,545,574 2.01% >40 - <=45% 37 1.88% 3,372,624 2.78% 93 3.82% 9,839,409 3.02% >45 - <=50% 44 2.23% 3,811,652 3.14% 76 3.12% 8,087,210 2.48% >50 - <=55% 50 2.53% 5,181,476 4.27% 73 3.00% 9,572,595 2.94% >55 - <=60% 64 3.24% 6,788,625 5.59% 81 3.33% 11,309,086 3.47% >60 - <=65% 90 4.56% 10,341,398 8.52% 134 5.51% 16,902,540 5.18% >65 - <=70% 168 8.51% 22,236,203 18.32% 189 7.76% 27,798,295 8.52% >70 - <=75% 292 14.80% 40,225,377 33.15% 446 18.32% 64,926,953 19.91% >75 - <=80% 107 5.42% 15,730,207 12.96% 905 37.18% 141,765,927 43.47% >80 - <=85% 11 0.56% 1,813,953 1.49% 95 3.90% 13,750,004 4.22% >85 - <=90% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 0.03 3.78 Maximum 84.01 84.31 Weighted Average 63.63 68.71 Regional Distribution Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio East Anglia 66 3.35% 3,628,290 2.99% 86 3.53% 9,677,112 2.97% East Midlands 122 6.18% 7,036,823 5.80% 153 6.29% 18,134,914 5.56% Greater London 173 8.77% 16,765,624 13.81% 253 10.39% 57,506,457 17.64% Northern Ireland 0 0.00% 0 0.00% 0 0.00% 0 0.00% North East 104 5.27% 6,315,373 5.20% 131 5.38% 12,679,282 3.89% North West 180 9.12% 9,112,895 7.51% 209 8.59% 23,513,650 7.21% Scotland 252 12.77% 13,693,402 11.28% 310 12.74% 34,971,584 10.72% South East 277 14.04% 21,136,392 17.42% 336 13.80% 59,805,741 18.34% South West 164 8.31% 9,485,541 7.82% 199 8.18% 27,125,919 8.32% Wales 76 3.85% 4,201,870 3.46% 90 3.70% 9,461,739 2.90% West Midlands 213 10.80% 13,180,213 10.86% 247 10.15% 30,383,636 9.32% Yorkshire and Humber 346 17.54% 16,802,685 13.85% 420 17.26% 42,826,845 13.13% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00%

Occupancy Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Owner Occupied 1,973 100.00% 121,359,107 100.00% 2,434 100.00% 326,086,878 100.00% Buy to let 0 0.00% 0 0.00% 0 0.00% 0 0.00% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% Property Type (Residential) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Flat 204 10.34% 9,795,934 8.07% 271 11.13% 37,777,908 11.59% Semi-detached house 615 31.17% 34,457,581 28.39% 727 29.87% 89,032,982 27.30% Detached house 421 21.34% 36,918,876 30.42% 534 21.94% 96,894,333 29.71% Detached bungalow 89 4.51% 5,628,910 4.64% 112 4.60% 14,145,037 4.34% Semi-detached bungalow 45 2.28% 2,257,577 1.86% 58 2.38% 5,561,089 1.71% Terraced house 564 28.59% 30,472,965 25.11% 688 28.27% 76,698,131 23.52% Maisonette 35 1.77% 1,827,264 1.51% 44 1.81% 5,977,397 1.83% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% Repayment Type Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Repayment 1,645 83.38% 99,197,817 81.74% 1,970 80.94% 261,809,396 80.29% Interest Only 279 14.14% 17,096,518 14.09% 384 15.78% 50,630,542 15.53% Part & Part 49 2.48% 5,064,773 4.17% 80 3.29% 13,646,939 4.19% Loan Purpose Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Purchase 1,340 67.92% 90,681,748 74.72% 1,612 66.23% 223,608,754 68.57% Remortgage 633 32.08% 30,677,359 25.28% 822 33.77% 102,478,123 31.43% Employment Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Employed 1,724 87.38% 105,579,859 87.00% 2,130 87.51% 280,137,122 85.91% Self Employed 247 12.52% 15,779,248 13.00% 304 12.49% 45,949,756 14.09% Other 2 0.10% 0 0.00% 0 0.00% 0 0.00% Seasoning in Months Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=12 0 0.00% 0 0.00% 1,297 53.29% 180,637,916 55.40% >12 - <=18 0 0.00% 0 0.00% 669 27.49% 84,958,718 26.05% >18 - <=24 0 0.00% 0 0.00% 271 11.13% 37,002,212 11.35% >24 - <=30 0 0.00% 0 0.00% 46 1.89% 5,218,563 1.60% >30 - <=36 0 0.00% 0 0.00% 49 2.01% 7,389,946 2.27% >36 - <=42 842 42.68% 54,260,121 44.71% 20 0.82% 2,669,865 0.82% >42 - <=48 637 32.29% 36,574,674 30.14% 10 0.41% 906,850 0.28% >48 - <=54 287 14.55% 16,665,364 13.73% 9 0.37% 1,430,831 0.44% >54 207 10.49% 13,858,948 11.42% 63 2.59% 5,871,976 1.80% Minimum 36.52 3.58 Maximum 136.39 103.45 Weighted Average 46.75 13.66 Balance Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=30k 966 48.96% 1,860,730 1.53% 82 3.37% 1,732,275 0.53% >30 - <=40k 54 2.74% 1,883,292 1.55% 94 3.86% 3,358,141 1.03% >40 - <=50k 73 3.70% 3,276,538 2.70% 90 3.70% 4,083,782 1.25% >50 - <=75k 163 8.26% 10,167,873 8.38% 345 14.17% 21,821,646 6.69% >75 - <=100k 192 9.73% 16,517,589 13.61% 425 17.46% 37,757,839 11.58% >100 - <=150k 283 14.34% 34,440,799 28.38% 658 27.03% 81,519,006 25.00% >150 - <=200k 118 5.98% 19,883,417 16.38% 338 13.89% 58,396,682 17.91% >200 - <=300k 97 4.92% 23,125,937 19.06% 266 10.93% 64,307,054 19.72% >300 - <=500k 25 1.27% 9,128,931 7.52% 124 5.09% 46,298,776 14.20% >500k 2 0.10% 1,073,999 0.88% 12 0.49% 6,811,677 2.09% Minimum 0 7,122 Maximum 571,924 646,388 Weighted Average 160,643 192,641

Interest Payment Type Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Fixed 1,121 56.82% 93,844,245 77.33% 1,626 66.80% 221,484,226 67.92% Variable 709 35.94% 18,652,351 15.37% 42 1.73% 4,012,205 1.23% Discount 130 6.59% 6,988,942 5.76% 766 31.47% 100,590,446 30.85% Tracker 13 0.66% 1,873,569 1.54% 0 0.00% 0 0.00% Tracker with Collar 0 0.00% 0 0.00% 0 0.00% 0 0.00% Capped 0 0.00% 0 0.00% 0 0.00% 0 0.00% Other 0 0.00% 0 0.00% 0 0.00% 0 0.00% *counted at largest part Certification Status Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Self-Certification 0 0.00% 0 0.00% 0 0.00% 0 0.00% Income Verified 1,973 100.00% 121,359,107 100.00% 2,434 100.00% 326,086,878 100.00% Remaining Term (Years) Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=5 926 46.93% 3,426,033 2.82% 68 2.79% 5,067,862 1.55% >5 - <=10 121 6.13% 8,223,189 6.78% 199 8.18% 17,563,048 5.39% >10 - <=15 180 9.12% 15,293,733 12.60% 272 11.18% 29,228,290 8.96% >15 - <=20 225 11.40% 24,501,021 20.19% 454 18.65% 52,331,115 16.05% >20 - <=25 291 14.75% 38,538,947 31.76% 831 34.14% 127,439,897 39.08% >25 230 11.66% 31,376,184 25.85% 610 25.06% 94,456,665 28.97% Minimum 0.17 2.67 Maximum 36.92 39.5 Weighted Average 20.02 22.55 Original Balances Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio <=30k 66 3.35% 841,848 0.69% 71 2.92% 1,470,124 0.45% >30 - <=40k 57 2.89% 1,034,603 0.85% 62 2.55% 2,153,189 0.66% >40 - <=50k 83 4.21% 2,009,761 1.66% 91 3.74% 3,864,018 1.18% >50 - <=75k 269 13.63% 9,124,738 7.52% 336 13.80% 20,397,011 6.26% >75 - <=100k 327 16.57% 14,489,417 11.94% 405 16.64% 34,474,630 10.57% >100 - <=150k 565 28.64% 33,135,406 27.30% 686 28.18% 82,360,710 25.26% >150 - <=200k 286 14.50% 21,295,401 17.55% 349 14.34% 58,254,841 17.86% >200 - <=300k 229 11.61% 25,879,838 21.33% 286 11.75% 66,695,061 20.45% >300 - <=500k 86 4.36% 12,474,096 10.28% 134 5.51% 48,628,018 14.91% >500k 5 0.25% 1,073,999 0.88% 14 0.58% 7,789,276 2.39% Minimum 9,000 9,000 Maximum 599,150 666,600 Weighted Average 176,872 198,349 Original LTV Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=30% 152 7.70% 3,690,091 3.04% 179 7.35% 8,597,357 2.64% >30 - <=35% 46 2.33% 2,019,438 1.66% 55 2.26% 4,698,956 1.44% >35 - <=40% 52 2.64% 2,454,584 2.02% 63 2.59% 6,545,391 2.01% >40 - <=45% 48 2.43% 2,374,864 1.96% 69 2.83% 7,008,471 2.15% >45 - <=50% 78 3.95% 4,063,006 3.35% 99 4.07% 10,425,637 3.20% >50 - <=55% 47 2.38% 2,374,881 1.96% 59 2.42% 6,806,657 2.09% >55 - <=60% 63 3.19% 3,536,554 2.91% 78 3.20% 10,312,150 3.16% >60 - <=65% 75 3.80% 3,833,660 3.16% 92 3.78% 11,212,842 3.44% >65 - <=70% 98 4.97% 5,450,881 4.49% 143 5.88% 21,458,544 6.58% >70 - <=75% 350 17.74% 22,097,868 18.21% 421 17.30% 66,023,019 20.25% >75 - <=80% 802 40.65% 60,080,172 49.51% 971 39.89% 148,413,403 45.51% >80 - <=85% 155 7.86% 8,796,584 7.25% 197 8.09% 23,836,841 7.31% >85 - <=90% 7 0.35% 586,524 0.48% 8 0.33% 747,610 0.23% >90 - <=95% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >95 - <=100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >100% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 5.42 5.42 Maximum 90 90 Weighted Average 71.41 71.24

Interest Rate Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0 - <=1% 856 43.39% 0 0.00% 0 0.00% 0 0.00% >1 - <=2% 32 1.62% 4,171,239 3.44% 35 1.44% 10,090,328 3.09% >2 - <=3% 146 7.40% 18,376,376 15.14% 274 11.26% 42,053,394 12.90% >3 - <=4% 435 22.05% 55,014,443 45.33% 1,599 65.69% 214,260,675 65.71% >4 - <=5% 215 10.90% 23,283,995 19.19% 436 17.91% 50,639,985 15.53% >5 - <=6% 286 14.50% 20,310,834 16.74% 88 3.62% 8,888,319 2.73% >6 - <=7% 3 0.15% 202,221 0.17% 2 0.08% 154,176 0.05% >7 - <=8% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >8 - <=9% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >9% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Minimum 1.2 1.99 Maximum 6.69 6.69 Weighted Average 3.9 3.6 Distribution of Fixed Rate Loans Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio >0.00 - <=3.00% 121 15.36% 14,338,278 15.28% 113 6.95% 25,247,077 11.40% >3.00 - <=4.00% 431 54.70% 55,639,817 59.29% 1,049 64.51% 142,502,895 64.34% >4.00 - <=5.00% 212 26.90% 22,113,129 23.56% 421 25.89% 49,388,340 22.30% >5.00 - <=6.00% 23 2.92% 1,690,130 1.80% 42 2.58% 4,254,753 1.92% >6.00 - <=7.00% 1 0.13% 62,891 0.07% 1 0.06% 91,160 0.04% >7.00 - <=8.00% 0 0.00% 0 0.00% 0 0.00% 0 0.00% >8.00% 0 0.00% 0 0.00% 0 0.00% 0 0.00% Total 788 100.00% 93,844,245 100.00% 1,626 100.00% 221,484,226 100.00% Minimum 1.75 1.99 Maximum 6.29 6.29 Weighted Average 3.71 3.68 Year Fixed Rate Ends Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio 2016 135 17.13% 15,580,709 16.60% 1,170 71.96% 156,698,481 70.75% 2017 335 42.51% 41,142,190 43.84% 252 15.50% 34,757,366 15.69% 2018 214 27.16% 26,799,251 28.56% 163 10.02% 24,695,815 11.15% 2019 37 4.70% 2,907,194 3.10% 2 0.12% 136,644 0.06% 2020 17 2.16% 2,015,301 2.15% 0 0.00% 0 0.00% 2021 7 0.89% 843,620 0.90% 0 0.00% 0 0.00% >2021 43 5.46% 4,555,982 4.85% 39 2.40% 5,195,920 2.35% Total 788 100% 93,844,245 100% 1,626 100% 221,484,226 100% Minimum 2016 2013 Maximum 2026 2023 Weighted Average 2018 2015 Origination Channel Number of Accounts % of Portfolio Balance ( ) % of Portfolio Number of Accounts % of Portfolio Balance ( ) % of Portfolio Office / Branch Network 349 17.69% 20,655,144 17.02% 405 16.64% 47,503,503 14.57% Central / Direct 83 4.21% 6,803,006 5.61% 102 4.19% 16,406,508 5.03% Broker 1,440 72.99% 87,147,599 71.81% 1,787 73.42% 234,676,114 71.97% Internet 101 5.12% 6,753,358 5.56% 140 5.75% 27,500,754 8.43% Packager 0 0.00% 0 0.00% 0 0.00% 0 0.00%